+1,171.8%
MPC vs STLD
+761.4%
+410.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +1.9% |
| 7D | +11.2% | +2.9% | +8.3% | +9.7% |
| 30D | -14.5% | -5.6% | -8.9% | -12.5% |
| 3M | +16.7% | -11.7% | +28.4% | +22.5% |
| 6M | +67.6% | -2.8% | +70.3% | +65.9% |
| YTD | +157.9% | +36.4% | +121.5% | +113.1% |
| 1Y | +116.7% | +50.0% | +66.7% | +70.4% |
| 3Y | +199.8% | +122.3% | +77.4% | +85.2% |
| 5Y | +604.4% | +273.2% | +331.2% | +199.2% |
| All | +1,171.8% | +761.4% | +410.4% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling